First Trust Exchange-Traded Fund IV

10-Year Study

FTCB.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund IV has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 3.1% and an annualized volatility of 7.7%.

1Y CAGR
+6.1%
3Y CAGR
+6.1%
5Y CAGR
+6.1%
10Y CAGR
+6.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
3.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.7-2.30.6————————0.1%
20250.62.20.10.6-0.91.8-0.31.41.20.80.6-0.18.1%
2024-0.0-1.21.0-2.61.71.12.61.61.7-2.91.3-1.52.6%
2023———————————3.83.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.0% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-11-0110000
2023-12-0110378.336013616254
2024-01-0110378.149332432258
2024-02-0110251.353177856066
2024-03-0110351.278713964795
2024-04-0110080.371985724625
2024-05-0110256.70331458178
2024-06-0110370.359825374875
2024-07-0110638.92208824284
2024-08-0110805.391644609086
2024-09-0110990.51889025858
2024-10-0110666.910707990997
2024-11-0110802.648786989468
2024-12-0110645.599851489382
2025-01-0110707.644750921412
2025-02-0110941.26321629779
2025-03-0110951.8769280829
2025-04-0111012.60984466874
2025-05-0110916.067513928085
2025-06-0111108.11552123681
2025-07-0111073.955993300335
2025-08-0111225.034259647455
2025-09-0111364.819878730235
2025-10-0111456.842230412554
2025-11-0111521.383860316586
2025-12-0111510.373842107349
2026-01-0111532.268729128731
2026-02-0111731.294899953486
2026-03-0111460.635800653698
2026-04-0111526.250127756673
Annual Return Matrix
YearAnnual Return
20240.025752089498979558
20250.08123299792232741
20260.0013793023464838683
Total Factor Risk
0.07740029828750171
VTI.US Exposure
0.05401083656906451
VEA.US Exposure
0.030488426225145356
VWO.US Exposure
-0.009756068030421118
QQQ.US Exposure
-0.03154997265658045
VTV.US Exposure
-0.01987168027911109
IJR.US Exposure
-0.004975448708307079
QUAL.US Exposure
0.0036668344812606723
SHV.US Exposure
0.4704959292576953
TLT.US Exposure
0.14933380351149658
LQD.US Exposure
0.29473995170954737
HYG.US Exposure
-0.023972530018509193
GLD.US Exposure
-0.002414000233209138
USO.US Exposure
0.0007167131897341168
VNQ.US Exposure
0.01904205669395339
BTC-USD.CC Exposure
-0.00413823852521477
CPER.US Exposure
0.0019216296086258275
VIX.INDX Exposure
-0.005545389606776619
UUP.US Exposure
-0.0075262221256430974
TIP.US Exposure
0.07941372283912897
Idiosyncratic Exposure
0.005919646098120476
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$98
Avg Yield on Cost
0.98%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$98.420.98%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund IV a high-risk investment?

First Trust Exchange-Traded Fund IV (FTCB.US) has an annualized volatility of 7.7% and experienced a maximum drawdown of 3.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FTCB.US?

Over the past 10 years, FTCB.US has generated a Compound Annual Growth Rate (CAGR) of 6.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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